The problem is that they limit your ability to make use of other tools. For example, if you're working with LightWave or Cinema4D, you would want to be able to use the LW/Cinema renderer for the objects & animations created there, and use the Vue renderer for foliage, atmospherics, and skies. Yes, you can make it work with z-buffer comps and such, but that introduces other issues that are difficult to work around.